I had to use the audit logs yesterday and was shocked to see events happening in the future. Turns out per Zendesk Support, that the audit logs in Support, Admin Center, and via the Support API are all defaulted to run on UTC+0. The time stamp is generated by the system and there are no means to change the displayed timezone.
Requesting to give us a timezone selector for viewing and exporting audit log data in the time zone of our choice. It's a lot of work to have to first convert timestamps before I can really read the log. This would seem to be a pretty low hanging fruit... hopefully.